Question
Plz help You can use any stock Assuming a role of a risk-averse investor, identify 5 stocks from Nifty 50 and create a portfolio. Optimise
Plz help
You can use any stock
Assuming a role of a risk-averse investor, identify 5 stocks from Nifty 50 and create a portfolio. Optimise the portfolio asset weight allocations for risk adjusted returns. Use macro, data-analysis tab and matrix multiplication, and solver for dynamic modelling of 5 asset portfolio.
Create a dynamic model for computing beta for any NSE listed Stock. Use weekly historical data of 5 years for beta computation. Use the computed beta to apply CAPM Model and compute the required/expected rate of return for an investor. 10 Year govt. Bond yield should be used for a risk-free rate of return, and the Nifty50 index should be used as a proxy for market portfolio/market.
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